+535.8%
AMAT vs MP
+262.7%
+273.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.1% | +1.8% | -2.2% |
| 7D | -11.2% | -12.5% | +1.3% | -8.5% |
| 30D | -31.9% | -23.3% | -8.5% | -27.9% |
| 3M | -32.3% | -24.4% | -8.0% | -28.7% |
| 6M | -5.4% | -45.8% | +40.4% | +6.9% |
| YTD | +44.3% | -28.9% | +73.2% | +52.3% |
| 1Y | +61.4% | -34.6% | +96.0% | +72.2% |
| 3Y | +170.6% | +118.7% | +51.9% | +93.3% |
| 5Y | +156.4% | -3.1% | +159.5% | +119.3% |
| All | +535.8% | +262.7% | +273.1% | +368.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling